| Name : R-extlasso
| |
| Version : 0.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.9
| Date : 2024-06-14 11:06:07
|
| Group : Development/Libraries/Other
| Source RPM : R-extlasso-0.3-lp153.1.9.src.rpm
|
| Size : 0.12 MB
| |
| Packager : (none)
| |
| Summary : Maximum Penalized Likelihood Estimation with Extended Lasso Penalty
|
Description :
Estimates coefficients of extended LASSO penalized linear regression
and generalized linear models. Currently lasso and elastic net
penalized linear regression and generalized linear models are
considered. This package currently utilizes an accurate approximation
of L1 penalty and then a modified Jacobi algorithm to estimate the
coefficients. There is provision for plotting of the solutions and
predictions of coefficients at given values of lambda. This package
also contains functions for cross validation to select a suitable
lambda value given the data. Also provides a function for estimation in
fused lasso penalized linear regression. For more details, see Mandal,
B. N.(2014). Computational methods for L1 penalized GLM model fitting,
unpublished report submitted to Macquarie University, NSW, Australia.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
